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	param	t-stat
$ω$	5.0000	20.44
$α$	0.2176	17.57
$β$	0.8089	136.50
$γ$	-0.1561	-9.03

V-Lab

CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:134.26% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses